-31.1%
WDAY vs SHEL
+192.5%
-223.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -7.4% | +3.0% | -10.4% | -7.7% |
| 30D | +1.0% | +7.2% | -6.2% | +0.1% |
| 3M | +32.7% | +12.9% | +19.8% | +30.4% |
| 6M | +25.6% | +13.7% | +11.9% | +23.3% |
| YTD | -13.4% | +33.7% | -47.0% | -17.1% |
| 1Y | -19.4% | +37.9% | -57.2% | -23.3% |
| 3Y | -25.8% | +70.2% | -96.0% | -32.1% |
| 5Y | -31.1% | +192.3% | -223.4% | -39.7% |
| All | -31.1% | +192.5% | -223.6% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SHEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling